I am sure this has probably been covered before. I have a 10d and XTi. On camera flashes expose fine on both in all modes. Had a Sigma 500EF was ok, just got a 590EX II and can't get a decent exposure. Tried AV TV and manual. All seem to at best give some fill flash, but not much more. Camera on Evaluative metering. AV, ISO 100-800. Aperature 5.6 and with flash on ETTl wants to give a 1.5 sec exposure. What I am doing wrong? Isn't there a way to do P and point a shoot to get a good exposure. All the computer power and I can't get a good exposure.

If you do need to use any of the automatic mode then try to perform an FEL (Flash Exposure Lock) by pressing the AE lock button with flash, the camera will then overide its evaluative metering with just the partial metering on the subject and usually produce a better balanced image

I tried setting the camera on Manual ISO 200 5.6 and 60th of a second with the flash on ettl It still underexposed. Shouldn't this use the flash to meter the shot correctly?

Can you post a picture?

The camera always use the flash to meter the shot 'correctly'...
-> This is how it works:
1. When you press the shutter release, the camera immediately sends a pre-flash
2. It then meter the pre-flash for exposure and white balance
3. The shutter then open and the camera will control the flash to output the correct amount of light

The issue could be in step #2: A camera always meters for neutral gray; However, if your subject is brighter than that (i.e. white or highly reflective for example) the camera will be fooled into thinking that the shot is to bright so it will underexpose the image...
-> The normal solution for this is to use the flash exposure compensation or the FEL (Flash Exposure Lock) on some neutral color like skin tone